FE/FA 800 Selected Projects by Semester

Below is the list of FA 800 Selected Projects:

Effective Testing for Investment Strategies and Portfolios in Quantitative Wealth and Investment Management

The impact of macroeconomic indicators on the stock market using statistical and deep learning methods

Computing High Dimensional Systemic Risk Measures with Machine Learning

Using market regimes, change-points and anomaly detection in QWIM

Machine Learning Applications in Empirical Asset Pricing